Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47474.91 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46079.94 Kr¶

PnL: ---------------------------------------> -808.63 Kr¶

DD now: ---------------------------------> -2.375 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:42:55.520642'

Anic Portfolio¶

This Week¶

Return: -0.905 %¶

Total¶

Return: 55.435 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 0.000000 3094.000000 123.000000 4.140000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 1.170000 3447.200000 70.200000 2.080000 3377.000000
AcadeMedia 12 -2.290000 593.280000 36.280000 6.510000 557.000004
Corem Property Group B 59 -1.520000 613.010000 36.010000 6.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.770000 387.900000 32.900000 9.270000 355.000000
MedCap 2 -0.660000 453.000000 32.000000 7.600000 421.000000
Resurs Holding 22 -1.160000 602.360000 28.360000 4.940000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.560000 1670.400000 16.400000 0.990000 1653.999996
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
HMS Networks 2 -3.600000 685.200000 12.200000 1.810000 673.000000
Eastnine 4 -0.950000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -0.910000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.480000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Intrum 4 -3.560000 526.000000 -1.000000 -0.190000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.280000 540.750000 -5.250000 -0.960000 546.000000
Nordea Bank Abp 29 -0.170000 3448.680000 -5.320000 -0.150000 3453.999992
Essity B 2 -0.250000 559.200000 -14.800000 -2.580000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.140000 506.350000 -27.650000 -5.180000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 0.290000 3593.200000 -162.800000 -4.330000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -3.810000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46084.260000 -804.310000 -2.36616% 46888.564618

Updated:¶

'2023-01-25 11:41:56.450379'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶